The three-pass regression filter: a new approach to forecasting using many predictors (Q494165): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6477029
@@ Property / zbMATH DE Number: 6477029 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+forecast
@@ Property / zbMATH Keywords: forecast / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+factor model
@@ Property / zbMATH Keywords: factor model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+principal components
@@ Property / zbMATH Keywords: principal components / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+constrained least squares
@@ Property / zbMATH Keywords: constrained least squares / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+partial least squares
@@ Property / zbMATH Keywords: partial least squares / rank @@
+Normal rank

Revision as of 23:33, 30 June 2023